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SSRNDerivatives & Volatility

Stock Investment: p-index Approach

P-index Approach: A study using European put options to measure asset risk found that materials sector stocks in China's SSE 50 index had the highest annual return rates.

Featured in No. 93 on 16 Apr 2025 ·

Released
20 Nov 2024
First featured
No. 93 · 16 Apr 2025
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Identifier
SSRN 5216067

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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